+134.7%
SLB vs FRSH
-72.4%
+207.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -1.9% | -9.6% | +7.7% | -1.1% |
| 30D | +7.8% | -0.4% | +8.2% | +7.8% |
| 3M | +2.7% | +27.2% | -24.5% | +0.6% |
| 6M | +22.2% | +42.2% | -20.0% | +18.3% |
| YTD | +51.1% | -2.6% | +53.7% | +50.5% |
| 1Y | +63.3% | -10.2% | +73.5% | +63.8% |
| 3Y | +2.4% | -45.5% | +47.9% | +4.7% |
| All | +134.7% | -72.4% | +207.1% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling